A new test for ARMA models with errors following a general white noise process
| Year of publication: |
1996
|
|---|---|
| Authors: | Gonçalves, E. ; Jacob, P. ; Lopes, N. |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 5.1996, 1, p. 187-202
|
| Publisher: |
Springer |
| Subject: | Test | ARMA Models | Asymptotic Separation | Conditional Heteroscedasticity | White Noise |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613286